Can I use my SIM900 GSM module to store AT commands via puTTy hyperterminal? I mean to say that will the module follow the command after plugging it to power which was sent before plugging it?
Is there any way to configure a GSM module with a particular setting? For instance- it would call a particular directory number as soon it's plugged in.
Yes - you glue a microcontroller to it, and have the microcontroller perform the call.
Or you buy a module that has support for running programs inside the module.
The documentation for the GSM module in question will describe its functions & capabilities.
If you have particular requirements, you should be discussing these with the module manufacturers and/or their distributors.
Keil does not make or sell GSM modules - this has nothing to do with Keil!
Some modems support scripting languages, like Python, which can be run automatically at start up. This kind of stuff is usually described in the product documentation, and support materials. There should be a class of configuration settings that can be written to one, or more, configuration profiles.
Other than those types of thing, you'd actually need a micro-controller to set up and establish the connection.